+318.3%
INTC vs FCX
+60.1%
+258.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -2.3% | +9.7% | +8.7% |
| 30D | +2.0% | +2.7% | -0.7% | +0.4% |
| 3M | -12.0% | +7.4% | -19.4% | -15.2% |
| 6M | +114.5% | +16.0% | +98.5% | +99.3% |
| YTD | +179.0% | +40.9% | +138.0% | +159.7% |
| 1Y | +318.3% | +56.4% | +261.9% | +278.2% |
| All | +318.3% | +60.1% | +258.2% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FCX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling